Description

This analysis provides a forecast of DIA prices using a Seasonal ARIMA model with Box-Cox transformation. The forecast includes different scenarios:

The confidence levels used are 68%, 95%, and 99.7%, which means there is a corresponding probability that the actual price will fall within the Bear and Bull case range for each confidence level.

The purpose of this model is to help investors understand potential future price movements and make informed decisions based on different market scenarios.

Bear_0.997 Bear_0.95 Bear_0.68 Base Bull_0.68 Bull_0.95 Bull_0.997
2025-02-23 0.378236 0.416957 0.459432 0.509753 0.568091 0.634022 0.714780
2025-03-02 0.320234 0.367099 0.421463 0.489927 0.574923 0.678443 0.816410
2025-03-09 0.290842 0.343937 0.408365 0.493741 0.606165 0.752565 0.963696
2025-03-16 0.273933 0.332841 0.407226 0.510450 0.654071 0.853596 1.165196
2025-03-23 0.256983 0.319313 0.400682 0.518139 0.689660 0.942344 1.367816
2025-03-30 0.241167 0.305378 0.391612 0.520437 0.716832 1.022151 1.574492
2025-04-06 0.226105 0.290902 0.380044 0.517222 0.734453 1.089036 1.775258
2025-04-13 0.207867 0.270496 0.358163 0.496017 0.720560 1.100877 1.876774
2025-04-20 0.198545 0.261882 0.352392 0.498495 0.744870 1.182003 2.136979
2025-04-27 0.189723 0.253271 0.345782 0.498701 0.764950 1.258511 2.411353
2025-05-04 0.181586 0.245057 0.339028 0.497792 0.782614 1.333203 2.707251
2025-05-11 0.175202 0.238995 0.335036 0.500902 0.807692 1.427242 3.088023
2025-05-18 0.164938 0.226723 0.320864 0.486055 0.798515 1.450478 3.297431
2025-05-25 0.154696 0.213941 0.305080 0.467059 0.779063 1.447839 3.433055
2025-06-01 0.149892 0.209295 0.302074 0.470365 0.804199 1.552200 3.956245
2025-06-08 0.147824 0.208762 0.305667 0.485813 0.856237 1.733668 4.864164
2025-06-15 0.144326 0.205728 0.304834 0.492888 0.891562 1.882809 5.775171
2025-06-22 0.140202 0.201448 0.301572 0.494970 0.916147 2.010108 6.713200
2025-06-29 0.135519 0.196010 0.295961 0.491935 0.928611 2.106723 7.606131
2025-07-06 0.128446 0.186330 0.282430 0.472129 0.899240 2.071882 7.764040
2025-07-13 0.125303 0.183040 0.279981 0.474430 0.923287 2.209204 9.097447
2025-07-20 0.122031 0.179377 0.276647 0.474614 0.942196 2.336366 10.567080
2025-07-27 0.118802 0.175643 0.272968 0.473762 0.958405 2.460180 12.243489